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The AR(p) model is given by the equation = = +. It is based on parameters where i = 1, ..., p. There is a direct correspondence between these parameters and the covariance function of the process, and this correspondence can be inverted to determine the parameters from the autocorrelation function (which is itself obtained from the covariances).
The model is usually denoted ARMA(p, q), where p is the order of AR and q is the order of MA. The general ARMA model was described in the 1951 thesis of Peter Whittle , Hypothesis testing in time series analysis , and it was popularized in the 1970 book by George E. P. Box and Gwilym Jenkins .
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Andrew Jackson (March 15, 1767 – June 8, 1845) was the seventh president of the United States, serving from 1829 to 1837.He was a frontier lawyer and briefly served in the House of Representatives and the Senate, representing Tennessee.
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Wikipedia:Please do not bite the newcomers, a guideline, advises Wikipedia users to consider the obvious fact that new users of Wikipedia will do things wrong from time to time. For those who either have or might have an article about themselves, there is a temptation—especially if apparently wrong or strongly negative information is included ...
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